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AllianceBern 2030 Retirement Strat C (LTJCX)
On
Dec 2
:
8.99
0.02
(0.22%)
MORE ON LTJCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.91%
Worst 1 Yr Total Return
(2008)
:
-41.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTJCX
Category
Alpha (against Standard Index)
-6.03
-4.33
Beta (against Standard Index)
1.61
1.45
Mean Annual Return
-7.40
-0.29
R-squared (against Standard Index)
97
97.52
Standard Deviation
21.54
19.37
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-6.08
N/A
5 Years
Statistic
LTJCX
Category
Alpha (against Standard Index)
N/A
-3.36
Beta (against Standard Index)
N/A
1.39
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
97.27
Standard Deviation
N/A
15.19
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
LTJCX
Category
Alpha (against Standard Index)
N/A
-4.33
Beta (against Standard Index)
N/A
1.37
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
96.60
Standard Deviation
N/A
13.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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